一个新的BFGS信赖域方法

摘要

In this paper,a new trust region method based on the modified quasi-Newton equation are proposed.The presented method makes sure the positive-definite for Hessian matrix of trust region subproblem.Under adequate condition,the global convergence and were proved.Numerical results show that the new method is efficient.%提出求解无约束优化问题的一个修正拟牛顿信赖域方法.本算法可以保持信赖域子问题海森矩阵的正定性.在适当条件下,证明了本算法的全局收敛性,并通过数值实验说明了算法的可行性.